As of right now you can’t access the “front page” of each instance, so that would be a valid reason to retain several accounts (among many other perfectly valid reasons).
How you go to different servers is just by subscribing or following a link to a community hosted on another server. So !Canada is hosted on lemmy.ca instead of lemmy.world, but if you follow it on a web browser you might notice it takes you to lemmy.world/c/[email protected]
this way you haven’t “left” lemmy.world, lemmy.ca has no access to your credentials but you can make a post or comment there which is shared with lemmy.ca who posts it for everyone who connects to lemmy.ca to see.